関連情報

NAG製品を使用した研究に関する各論文の概要

Keyword: regression analysis, simulation studies

論文タイトル Regression analysis with spatially autocorrelated error: simulation studies and application to mapping of soil organic matter
出版情報 International Journal of Geographical Information Science Volume 14, Issue 3, 2000
著者 R. M. Lark
概要(abstract) "Regression is often used in analysis of spatial data to obtain predictive relationships between variables. The assumption that the errors from the regression model are statistically independent will often not be plausible, due to spatial dependence in the sources of error. This is a problem for the regression analysis in that the resulting estimate of the standard deviation of the errors from the model is biased (downwards) which invalidates confidence limits on predictions made with the model, and which could lead to a false conclusion that the regression is statistically significant. While the estimates of the regression coefficient(s) are not necessarily biased they are not minimum-variance estimates when the errors are correlated.
It is shown how the maximum likelihood method of estimating the regression model (ML) might be used to overcome this problem. It is proposed that standard variogram functions may be used to model the spatial dependence of the errors from the regression. In simulation studies it is shown that the method avoids bias in the estimation of the standard deviation of the regression error from a systematic sample (unless the spatial interval over which the errors are correlated is of similar order to the dimensions of the systematic sample grid). The precision of the ML estimate of the error is poorer than achieved from a random sample, but this can be improved to some extent by constraining the parameters of the variogram function."
使用されているNAG製品 土壌有機物のシミュレーション研究において、無作為の正規独立変数の生成に NAG Fortran Libraryのアルゴリズム G05DDF が使用されている。

論文の紹介TOPページへ戻る


Results matter. Trust NAG.

Privacy Policy | Trademarks